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Many modern data analysis problems involve inferences from streaming data. However, streaming data is not easily amenable to the standard probabilistic modeling approaches, which assume that we condition on finite data. We develop…

Machine Learning · Statistics 2015-07-23 James McInerney , Rajesh Ranganath , David M. Blei

In Bayesian statistics, the selection of noninformative priors is a crucial issue. There have been various discussions on theoretical justification, problems with the Jeffreys prior, and alternative objective priors. Among them, we focus on…

Statistics Theory · Mathematics 2025-05-01 Masaki Yoshioka , Fuyuhiko Tanaka

We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…

Statistics Theory · Mathematics 2024-06-04 Denis Belomestny , Frank van der Meulen , Peter Spreij

The upsilon distribution, the sum of independent chi random variates and a normal, is introduced. As a special case, the upsilon distribution includes Lecoutre's lambda-prime distribution. The upsilon distribution finds application in…

Statistical Finance · Quantitative Finance 2021-08-17 Steven E. Pav

Predicting outcomes in external domains is challenging due to hidden confounders that potentially influence both predictors and outcomes. Well-established methods frequently rely on stringent assumptions, explicit knowledge about the…

Methodology · Statistics 2025-10-14 Carlos García Meixide , David Ríos Insua

The problem of predicting independent Poisson random variables is commonly encountered in real-life practice. Simultaneous predictive distributions for independent Poisson observables are investigated, and the performance of predictive…

Statistics Theory · Mathematics 2023-12-06 Xiao Li , Fumiyasu Komaki

The well-known Bayes theorem assumes that a posterior distribution is a probability distribution. However, the posterior distribution may no longer be a probability distribution if an improper prior distribution (non-probability measure)…

Instrumentation and Methods for Astrophysics · Physics 2018-08-28 Hyungsuk Tak , Sujit K. Ghosh , Justin A. Ellis

We deal with the analysis of on-off measurements designed for the confirmation of a weak source of events whose presence is hypothesized, based on former observations. The problem of a small number of source events that are masked by an…

Instrumentation and Methods for Astrophysics · Physics 2017-08-23 Dalibor Nosek , Jana Nosková

Catalytic prior distributions provide general, easy-to-use, and interpretable specifications of prior distributions for Bayesian analysis. They are particularly beneficial when the observed data are inadequate to stably estimate a complex…

Methodology · Statistics 2023-09-25 Dongming Huang , Feicheng Wang , Donald B. Rubin , S. C. Kou

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

The Bell regression model (BRM) is a statistical model that is often used in the analysis of count data that exhibits overdispersion. In this study, we propose a Bayesian analysis of the BRM and offer a new perspective on its application.…

Computation · Statistics 2024-03-13 Ameer Musa Imran Alhseeni , Hossein Bevrani

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

Compared to mean regression and quantile regression, the literature on modal regression is very sparse. A unifying framework for Bayesian modal regression is proposed, based on a family of unimodal distributions indexed by the mode, along…

Methodology · Statistics 2024-07-02 Qingyang Liu , Xianzheng Huang , Rai Bai

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

We consider discrete nonparametric priors which induce Gibbs-type exchangeable random partitions and investigate their posterior behavior in detail. In particular, we deduce conditional distributions and the corresponding Bayesian…

Probability · Mathematics 2008-08-22 Antonio Lijoi , Igor Prünster , Stephen G. Walker

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…

Computation · Statistics 2019-11-27 Ben Mansour Dia

Background and Objective: Wilson statistics describe well the power spectrum of proteins at high frequencies. Therefore, it has found several applications in structural biology, e.g., it is the basis for sharpening steps used in cryogenic…

Quantitative Methods · Quantitative Biology 2022-05-03 Marc Aurèle Gilles , Amit Singer

The Teissier distribution, originally proposed by Teissier [31], was designed to model mortality due to aging in domestic animals. More recently, Krishna et al. [19] introduced the Unit Teissier (UT) distribution on the interval (0, 1)…

Applications · Statistics 2026-03-13 Zuber Akhter , Mohamed A. Abdelaziz , M. Z. Anis , Ahmed Z. Afify

We consider the asymptotic behavior of posterior distributions and Bayes estimators based on observations which are required to be neither independent nor identically distributed. We give general results on the rate of convergence of the…

Statistics Theory · Mathematics 2009-09-29 Subhashis Ghosal , Aad van der Vaart
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